The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- Multivariate skewness and kurtosis measures with an application in ICA (Q957316) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- A note on cuts for contingency tables (Q957318) (← links)
- A note on Srivastava and Hui's tests of multivariate normality (Q957319) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Properties of the singular, inverse and generalized inverse partitioned Wishart distributions (Q957321) (← links)
- Model checking in errors-in-variables regression (Q957322) (← links)
- Remarks on between estimator in the intraclass correlation model with missing data (Q957323) (← links)
- Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
- Regression models for multivariate ordered responses via the Plackett distribution (Q957326) (← links)
- Multivariate lag-windows and group representations (Q957327) (← links)
- Eigenanalysis on a bivariate covariance kernel (Q957329) (← links)
- Curve forecasting by functional autoregression (Q957330) (← links)
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors (Q958903) (← links)
- Parametric estimation and tests through divergences and the duality technique (Q958904) (← links)
- No eigenvalues outside the support of the limiting empirical spectral distribution of a separable covariance matrix (Q958905) (← links)
- Optimal discriminant functions for normal populations (Q958906) (← links)
- A new statistical model for random unit vectors (Q958907) (← links)
- Multivariate order statistics based on dependent and nonidentically distributed random varia\-bles (Q958908) (← links)
- Shape mixtures of multivariate skew-normal distributions (Q958909) (← links)
- Local linear regression for functional predictor and scalar response (Q958910) (← links)
- Statistical properties of the Hough transform estimator in the presence of measurement errors (Q958911) (← links)
- Variance function estimation in multivariate nonparametric regression with fixed design (Q958912) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Penalized quadratic inference functions for single-index models with longitudinal data (Q958914) (← links)
- Strong convergence in nonparametric regression with truncated dependent data (Q958915) (← links)
- Learning from dependent observations (Q958916) (← links)
- Robust dimension reduction based on canonical correlation (Q958917) (← links)
- Nonparametric lack-of-fit tests for parametric mean-regression models with censored data (Q958919) (← links)
- High-dimensional asymptotic expansions for the distributions of canonical correlations (Q958920) (← links)
- Orthant tail dependence of multivariate extreme value distributions (Q958921) (← links)
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data (Q962201) (← links)
- Optimal designs for estimating the control values in multi-univariate regression models (Q962203) (← links)
- Estimating the error distribution in nonparametric multiple regression with applications to model testing (Q962205) (← links)
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors (Q962206) (← links)
- Minimum Hellinger distance estimation in a two-sample semiparametric model (Q962207) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Robust tests based on dual divergence estimators and saddlepoint approximations (Q962209) (← links)
- Testing the equality of linear single-index models (Q962211) (← links)
- Wishart-Laplace distributions associated with matrix quadratic forms (Q962212) (← links)
- Nonparametric Berkson regression under normal measurement error and bounded design (Q962213) (← links)
- On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors (Q962214) (← links)
- Universality in complex Wishart ensembles for general covariance matrices with 2 distinct eigenvalues (Q962215) (← links)
- An unbiased \(C_p\) criterion for multivariate ridge regression (Q962216) (← links)
- On the structure of the quadratic subspace in discriminant analysis (Q962217) (← links)
- Sensitivity of GLS estimators in random effects models (Q962219) (← links)
- Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
- On the conjecture of Kochar and Korwar (Q962221) (← links)
- Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices (Q962222) (← links)
- On the simplified pair-copula construction -- simply useful or too simplistic? (Q962223) (← links)
